Northern Trust Corporation (NTRS)
Quantitative Summary
DeterministicNTRS trades at 17.3x earnings, roughly in line with its sector average of 19.2x. Financial health is average: Piotroski 5/9, Altman Z 0.3. DCF fair value of $403 implies 162% upside from current prices based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
DCF Sandbox
Interactive5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.
The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of -2% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 7.7% | 9.7% | 11.7% |
|---|---|---|---|
| 2% | $447 | $383 | $345 |
| 3% | $489 | $403 | $356 |
| 4% | $554 | $430 | $371 |
Center = base case. Green = >10% upside, Red = >10% downside vs $169.79.
Pre-computed DCF: WACC=9.7%, terminal growth 3%. Fair value $403 (+161.6%). Not investment advice.
Valuation Context
Currently trading 1% above its 5-year average P/E of 17.3x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe stock is trading below its 50-day moving average but above the 200-day moving average, indicating a potential consolidation phase. The RSI at 41.4 suggests that near-term momentum may be weakening as it remains in neutral territory, neither overbought nor oversold.
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-03-06 | $0.8000 | 0.0% |
| 2025-12-05 | $0.8000 | 0.0% |
| 2025-09-05 | $0.8000 | +6.7% |
| 2025-06-06 | $0.7500 | 0.0% |
| 2025-03-14 | $0.7500 | 0.0% |
| 2024-12-06 | $0.7500 | 0.0% |
| 2024-09-06 | $0.7500 | 0.0% |
| 2024-06-07 | $0.7500 | 0.0% |
| 2024-03-07 | $0.7500 | 0.0% |
| 2023-12-07 | $0.7500 | 0.0% |
| 2023-09-07 | $0.7500 | 0.0% |
| 2023-06-08 | $0.7500 | 0.0% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like KBE or VOE, the fund manager is mechanically forced to buy or sell NTRS shares regardless of Northern Trust Corporation's individual fundamentals. We estimate $4.1B of passive capital is structurally linked to NTRS through 8 tracked ETFs. Index rebalances and ETF creation/redemption cycles can create noticeable volume spikes unrelated to company news.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in Northern Trust Corporation to visualize passive redemption contagion across ETFs and collateral stocks.
If Northern Trust Corporation (NTRS) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies JPMORGAN CHASE + CO (JPM) as the most exposed collateral stock, sharing 2 ETFs with NTRS. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 28 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
NTRS Ownership Dynamics
Passive funds hold 1 in every 7 NTRS shares, reducing daily market volatility.
Northern Trust Corporation (NTRS) exerts measurable gravity on the passive index market, currently representing 1.1% of the KBE (KBE) and 0.5% of the VOE (VOE). Across 28 tracked ETFs, approximately 27M shares (14.7% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest NTRS Exposure
Float lock-up computed from 28 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
NTRS Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for Northern Trust Corporation over the past year sits near $125.41 (18% of 252-day volume). The current price of $169.79 trades 35.4% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target. The highly concentrated volume profile (18% at POC) indicates strong consensus on fair value — institutional participants have repeatedly transacted near this price.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-04-21 | 5,960 | $158.99 | $947,580.4 |
| 2026-04-16 | 775 | $156.07 | $120,954.25 |
| 2026-04-14 | 220 | $153.99 | $33,877.8 |
| 2026-04-13 | 1 | $152.23 | $152.23 |
| 2026-04-08 | 236 | $145.63 | $34,368.68 |
| 2026-04-06 | 387 | $142.25 | $55,050.75 |
| 2026-03-26 | 402 | $139.73 | $56,171.46 |
| 2026-03-25 | 19 | $140.37 | $2,667.03 |
| 2026-03-24 | 11 | $137.14 | $1,508.54 |
| 2026-03-16 | 2,579 | $136.92 | $353,116.68 |
| 2026-03-13 | 12,615 | $137.30 | $1.7M |
| 2026-03-10 | 254 | $138.41 | $35,156.14 |
| 2026-02-27 | 41 | $147.59 | $6,051.19 |
| 2026-02-13 | 11,626 | $144.21 | $1.7M |
| 2026-02-11 | 45,993 | $148.94 | $6.9M |
| 2026-02-10 | 14 | $154.80 | $2,167.2 |
| 2026-02-05 | 6 | $150.80 | $904.8 |
| 2026-01-13 | 504 | $146.17 | $73,669.68 |
| 2026-01-12 | 575 | $145.74 | $83,800.5 |
| 2026-01-08 | 4 | $142.62 | $570.48 |
| 2026-01-07 | 6 | $144.12 | $864.72 |
| 2025-12-01 | 730 | $131.34 | $95,878.2 |
| 2025-11-28 | 4 | $131.37 | $525.48 |
| 2025-11-26 | 145 | $129.93 | $18,839.85 |
| 2025-11-20 | 57 | $126.01 | $7,182.57 |
| 2025-11-10 | 18,193 | $129.96 | $2.4M |
| 2025-10-23 | 2,819 | $125.48 | $353,728.12 |
| 2025-10-15 | 398 | $129.02 | $51,349.96 |
| 2025-10-14 | 7,097 | $127.03 | $901,531.91 |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| STT | 0.755 | 0.813 | High co-movement |
| RJF | 0.685 | 0.690 | Moderate |
| USB | 0.684 | 0.715 | Moderate |
| CFG | 0.673 | 0.694 | Moderate |
| WFC | 0.672 | 0.706 | Moderate |
| BAC | 0.669 | 0.681 | Moderate |
| AMP | 0.666 | 0.690 | Moderate |
| MS | 0.660 | 0.693 | Moderate |
| ASB | 0.652 | 0.698 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare NTRS to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.